Which of the Following Is Necessary in Order to Solve

Multiple Choice

Which of the following is necessary in order to solve the fundamental PDE to obtain the price of a derivative security?

A) The utility function of the representative investor trading in that derivative security.
B) The growth rate of the price of the derivative security.
C) The boundary conditions for the payoffs of the security.
D) A benchmark price of a related derivative security that is correlated with the security being priced.